In reply to Northernladlovesgravy:
I had to make one for work, it's pretty simple and cheap-
Get a tight fitting case, the kind that hugs the back and sides of the phone.
Get a bit of 1mm steel (or similar) which is roughly (measurements don't really matter) 60mm long, by 20mm wide.
Bend this to 90 degrees so you have an 'L' shape of 30mm each side.
Drill a hole in one of these sides (easier to do this before you make your 90deg bend, but easier to explain this way round!).
With a Stanley knife, cut a slot in the back of your phone case just big enough to get one side of your 'L' through.
Put the "L" into your slot so the half with the hole in sticks out the back, and fit the case onto your phone.
Once the case is attached to your phone, there shouldn't be enough room for the "L" to get pulled through.
Clip your lanyard to the hole, and you're good to go.
If these instructions are crap (which I strongly suspect they are) send me your email address and I'll send you some photos, which will make it much easier to understand.